Dataset

Treasury Yield Curve Rates are commonly referred to as “Constant Maturity Treasury” rates, or CMTs. Yields are interpolated by the Treasury from the daily yield curve. This curve, which relates the yield on a security to its time to maturity is based on the closing market bid yields on actively traded Treasury securities in the over-the-counter market. These market yields are calculated from composites of quotations obtained by the Federal Reserve Bank of New York. The yield values are read from the yield curve at fixed maturities, currently 1, 3 and 6 months and 1, 2, 3, 5, 7, 10, 20, and 30 years. This method provides a yield for a 10 year maturity, for example, even if no outstanding security has exactly 10 years remaining to maturity.

Additional facts from data.gov

Dataset Summary:

• Date Released: January 2008
• Date Updated: 12/31/2008
• Time Period: 2008
• Data.gov Data Category Type: Raw Data Catalog
• Frequency: One-time
• Specialized Data Category Designation: Statistical

Contributing Agency Information:

• Citation: Interest Rate Statistics (http://www.treasury.gov/offices/domestic-finance/debt-management/interest-rate/))
• Agency Program Page: Interest Rate Statistics http://www.treasury.gov/offices/domestic-finance/debt-management/interest-rate/
• Agency Data Series Page: http://www.treasury.gov/offices/domestic-finance/debt-management/interest-rate/yield_historical_2008.shtml

Miscellaneous Facts:

• Additional Metadata: http://www.treasury.gov/offices/domestic-finance/debt-management/interest-rate/yieldmethod.html